Mammalian prey species are able to detect predator odors and to display appropriate defensive behavior. However, there is only limited knowledge about whether single compounds of predator odors are sufficient to elicit such behavior. Therefore, we assessed if predator-naïve CD-1 mice (n = 60) avoid sulfur-containing compounds that are characteristic components of natural predator odors and/or display other indicators of anxiety. A 2-compartment test arena was used to assess approach/avoidance behavior, general motor activity, and the number of fecal pellets excreted when the animals were presented with 1 of 6 predator odor components in one compartment and a blank control in the other compartment. We found that 2 of the 6 predator odor components (2-propylthietane and 3-methyl-1-butanethiol) were significantly avoided by the mice. The remaining 4 predator odor components (2,2-dimethylthietane, 3-mercapto-3-methylbutan-1-ol, 3-mercapto-3-methylbutyl-1-formate, and methyl-2-phenylethyl sulphide) as well as a nonpredator-associated fruity odor (n-pentyl acetate) were not avoided. Neither the general motor activity nor the number of excreted fecal pellets, both widely used measures of stress- or anxiety-related behavior, were systematically affected by any of the odorants tested. Further, we found that small changes in the molecular structure of a predator odor component can have a marked effect on its behavioral significance as 2-propylthietane was significantly avoided by the mice whereas the structurally related 2,2-dimethylthietane was not. We conclude that sulfur-containing volatiles identified as characteristic components of the urine, feces, and anal gland secretions of mammalian predators can be, but are not necessarily sufficient to elicit defensive behaviors in a mammalian prey species.